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FIX Antenna 2.14.1

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FIX Antenna C/C++ v2.14.1 (

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r71668)

New Features and Improvements

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  • DynamicFixMessage object should serialize the field 1128 in the position right after  tag 35
  • The value of id attribute of the block <connection id="<XXX>" > should be used to identify a connection in  MOEX MD adaptor
  • MOEX MD Adapter should allow recovery from early snapshots which has the tag 83=0

FIX Antenna .

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NET 2.14.1 (

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r71644)

Bugfixes

  • Support all session states in FA.NET

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FIX Antenna 2.14.0

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FIX Antenna C/C++

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2.14.0 (

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r70487)

New Features and improvements

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  • Broken symlink libV12.so in FIX Antenna packages (Linux)
  • MICEX Market Data Adapter: TCP Replay request is rejected with the error "Requested range is invalid"
  • Typos and broken links in online documentation has been fixed
  • Cyclic switch to backup/primary connection has been fixed
  • Sending reject for garbled message has been fixed
  • MICEX Market Data Adapter: onRecoveryStarted/onRecoveryStopped are called in the wrong order
  • FIX Session latency degradation in aggressive mode against 2.12 version
  • SpectraClient and FortsClient: "_10" suffixes in binaries filenames has been removed
  • Throughput/Sender: unexpected error has been fixed
  • Throughput: bad allocation in case 3+ sessions has been fixed
  • Fast_QuickStart: segmentation fault has been fixed
  • MDP 3.0 Sample: Red Hat 7 is supported now

FIX Antenna .

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NET 2.14.0 (

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r70479)

New Features and improvements

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  • SimpleClient: the sample can't handle Logon response if ForceSeqNumReset option is on
  • SimpleClient: the possibility of copy text from the Events Viewer has been fixed
  • SimpleClient: "Batch Send" button has been fixed if more then one session is used
  • SimpleClient: characters in the utf-8 encoding is translated incorrectly
  • MDP 3.0 .NET: the "open channel_id" command doesn't work

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FIX Antenna 2.13.1

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FIX Antenna C/C++/.NET

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2.13.1 (

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r70228)

  • FIX Session latency degradation in aggressive mode against 2.12 version
  • Crash when switch to FIX session backup connection
  • Broken symlink libV12.so in FIX Antenna packages (Linux)
  • SimpleClient sample can't handle Logon response if ForceSeqNumReset option is on (.Net)
  • MICEX Market Data Adapter: TCP Replay request is rejected with the error "Requested range is invalid"

 

 

FIX Antenna 2.13.0

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FIX Antenna C/C++/.NET

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2.13.0 (

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r69667)

New features and improvements

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  • Millenium IT ITCH Adaptor: Incorrect run recovery process if a message was missed in a channel
  • MDP 3.0: Incorrect outright book
  • MDP 3.0: CmeMdpClient crashes after the second subscription on the same instrument
  • ConnectToGatewayEx sample: incorrect tag value in test messages
  • Missed "logs" and "backup" folders from samples in zip packages
  • Some samples .sh files doesn't have X permissions (Linux)
  • MitClient sample .sh files contains bad symbol (Linux)
  • "Tag is not defined" error for FIX group with large tag number
  • Typo in error message "Sender/Target differs from expected in recieved message"
  • Millenium IT ITCH Adaptor: Relpay recovery is triggered every hour by time out
  • SWXFastDecoder sample "integer in the stream does not fall within the bounds" error on Linux
  • Log.File.Recreate property doesn't work

FIX Antenna .

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NET 2.13.0 (

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r69612)

Changes

  • Exe installer is not available from this version. Package is redistributed as zip or gzip archive

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  • CmeMdpClientHighLevel was removed as obsolete
  • CmeMdpClient was removed as obsolete
  • CmeMdpMessageClient was added

 

 

FIX Antenna 2.12.0

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FIX Antenna C/C++/.NET

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2.12.0 (

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r68047)

November 11, 2014

New features and improvements

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FIX Antenna 2.10.16

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.4

FIX Antenna C++/.NET 2.10.16.4 (

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r66359)

The update 4 to version 2.10.16.0 has been released on August 21, 2014. Main updates are:

  • Added support of LME session:  password encryption according to LME requirements has been implemented.
  • When creating FIX logs file names, special characters in sessions Target/Sender CompIDs are replaced with their ASCII codes. All characters except letters and numbers are considered as special ones.
  • Improovements in custom FIX parsers handling
    • Added a method for getting list of registered custom FIX parsers and protocols. 
  • Market Data Adapters:
    • MICEX
      • The issue with arbitrary recovery starting has been fixed.
    • Bovespa
      • The issue with incorrect prices parsing  in Equity snapshots / increments has been fixed.
    • CQG
      • Subscription by SecurityID has been added

FIX Antenna 2.10.16.3

FIX Antenna C++/.NET 2.10.16.3 (

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r65944)

The update 3 to version 2.10.16.0 has been released on July 24, 2014. Main updates are:

  • Allow user to send ResetSeqNumFlag field in the custom Logon message.
  • The properties 'ProhibitTagsWithoutValue' and 'VerifyTagsValue' are now supported for repeating groups.
  • Bugfix: Crash when creating an Unregistered Acceptor has been fixed.
  • FIX message format extension: allow 0 in Raw Data Length field if Raw Data field is empty.
  • Market Data Adapters:
    • MICEX
      • Bugfix: TCP replay cannot start.
    • Bovespa:
      • Bugfix: BovespaClient doesn't display order book correctly

FIX Antenna 2.10.16.2

FIX Antenna C++/.NET 2.10.16.2 (

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r65772)

The update 2 to version 2.10.16.0 has been released on July 10, 2014. Main updates are:

  • Crash in sessions dispatcher has been fixed.

  • additional.xml files in samples have been corrected (duplicated items have been removed)
  • MMFileMsgStorage::retrieveLocal() has been fixed (failure when index file is full)
  • CQG Market Data Adaptor:
    • MDApplication::unsubscribeBySecurityID method has been added
    • onSecurityDefinitionListComplete()  now called after all SD feeds completed security definitions loading
    • Hang when one feed is unavailable has been fixed
    • Feed ID in SDResolver log messages has been added
    • Crash when multiple feeds are used has been fixed

FIX Antenna 2.10.16.1

FIX Antenna C++/.NET 2.10.16.1 (

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r65111)

The update 1 to version 2.10.16.0 has been released on June 4, 2014. Main updates are:

  • Samples have been updated:
    • FastCodecBenchmark sample (project name has been fixed)
    • BovespaQuickStart (dictionary has been updated to the latest venue's spec)
    • MICEX_QuickStart (post-build xml files copying has been fixed)
    • FastCodecBenchmark (dictionary has been updated)
    • b2b_bovespa_client sample for Linux has been added
    • MICEX_MdScanner sample has been fixed: config files have been moved to /bin folder
  • CQG Market Data Adaptor:
    • MDApplication::subscribeBySecurityID method has been added
    • Bugfix: MDApplication cannot re-subscribe to instruments after book reset
    • Bugfix: OnSubscribed event should not be called on Resubscription after book reset
    • Bugfix: CqgChannelProcessor::unsubscribeAll should clear instruments set
  • FIX Antenna .NET:
    • Session::GetReceivedMessages method has been promoted to .NET API
    • Check version of the V12.dll and raise exception if FIX Antenna .NET assembly version is different.

FIX Antenna 2.10.16.0

FIX Antenna C++/.NET 2.10.16.0 (

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r64792)

New features and improvements

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 I get some troubles:
- for 5% of Bovespa Equity the snapshot comes wrong (i.e. bid/ask/last could be evaluated at 23000 when true price is 10.25). This issue occurs with or without DBL. This issue made me lose trades and money.

 

    

FIX Antenna 2.10.15

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.6

FIX Antenna C++/.NET 2.10.15.6 (

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r63622)

Improvements:

  • SessionQualifier field in Logon Message has been made not obligatory for sessions with Session Qualifier

FIX Antenna 2.10.15.5

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FIX Antenna C++/.NET 2.10.15.5 (r63380)

New features:

  • FIX Antenna .Net: Session::LocateSentMessage( int msgSeqNum ) method has been added
  • SessionId structure which includes Session Qualifier has been added
  • Session Qualifier sample has been added in FA C++ package
  • MICEX Market Data Adapter:
    • NIC teaming isues has been fixed

FIX Antenna 2.10.15.4

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FIX Antenna .NET 2.10.15.4 (r63043)

Bugfixes:

  • SessionExtraParameters.SocketPriority getting wrong params has been fixed

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  • [FA-NET] Fix warning "FixEngine::CreateSession(...) "MessageStorageType storageType"

        parameter is deprecated. Please use SessionExtraParameters::storageType instead."

FIX Antenna 2.10.15.3

FIX Antenna C++/.NET 2.10.15.3

New features:

  • MICEX Market Data Adapter:
    • Ability to specify NIC for feed subscription for DBL.

FIX Antenna 2.10.15.2

FIX Antenna C++/.NET 2.10.15.2 (

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r59512)

New features:

  • MICEX Market Data Adapter:
    • Ability to specify NIC for feed subscription.
    • Feed reset detection by seqnum's order.

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  • MICEX Market Data Adapter:
    • Filtering MDEntries has been optimized

FIX Antenna 2.10.15.1

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FIX Antenna C++/.NET 2.10.15.1 (r58020)

New features:

  • CBOE CMi2: Converting of session error codes to string description has been implemented.

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  • 100% CPU usage on Linux in the  AGGRESSIVE_RECEIVE mode has been fixed
  • Memory access violation in the MarketDataStorage in Bocespa sample has been fixed
  • Performance fix for RecorsdStorage

FIX Antenna 2.10.15.0

FIX Antenna C++/.NET 2.10.15.0 (

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r56916)

Improvements:

  • Latency of the incoming message processing is improved
  • FIX-parser performance has been improved
  • FIX Session logging has been improved

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